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	param	t-stat
$ω$	1.1700	6.36
$α$	0.2013	9.51
$β$	0.7959	39.08
$γ_{1}$	-5.3677	-1.84
$γ_{2}$	10.7523	1.73
$γ_{3}$	-6.4071	-1.46
$γ_{4}$	-0.2940	-0.25
$γ_{5}$	1.7180	2.60
$γ_{6}$	-0.3223	-0.91
$γ_{7}$	-0.2245	-0.64
$γ_{8}$	0.1343	0.45
$γ_{9}$	0.2849	1.01
$γ_{10}$	-0.6055	-1.37

V-Lab

Plastron Precision Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Plastron Precision Analyses